Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem
Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 94-102

Voir la notice de l'article provenant de la source Math-Net.Ru

We study properties of symmetric stable measures with index $\alpha>2,\ \ \alpha\neq 2k,\ k\in\mathbb{N}$. Such measures are signed ones and hence they are not probability measures. We show that, in some sense, these signed measures are limit measures for sums of independent random variables.
Keywords: Large deviation problem, strictly stable random variable, limit theorems.
@article{THSP_2010_16_1_a11,
     author = {N. V. Smorodina and M. M. Faddeev},
     title = {Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {94--102},
     publisher = {mathdoc},
     volume = {16},
     number = {1},
     year = {2010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a11/}
}
TY  - JOUR
AU  - N. V. Smorodina
AU  - M. M. Faddeev
TI  - Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem
JO  - Teoriâ slučajnyh processov
PY  - 2010
SP  - 94
EP  - 102
VL  - 16
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a11/
LA  - en
ID  - THSP_2010_16_1_a11
ER  - 
%0 Journal Article
%A N. V. Smorodina
%A M. M. Faddeev
%T Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem
%J Teoriâ slučajnyh processov
%D 2010
%P 94-102
%V 16
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a11/
%G en
%F THSP_2010_16_1_a11
N. V. Smorodina; M. M. Faddeev. Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem. Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 94-102. http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a11/